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Showing result 1 - 5 of 29 essays matching the above criteria.

  1. 1. Leadership Competence: Does Gender Really Matter? : A study on the operational gender diversity and its impact on financial performance and stock volatilty

    University essay from Linnéuniversitetet/Institutionen för management (MAN)

    Author : Simon Nordin; Beata Vangstad; [2023]
    Keywords : Gender Diversity; CEO Gender; Corporate Governance; Agency Theory; Resource Dependence Thoery; Firm Volatility; Financial Performance;

    Abstract : This thesis aims to take part of and contribute to the continuously ongoing debate ongender diversity, more specific about gender diversity in the operational level includingthe gender of CEO in Swedish firms across the Large cap, Mid Cap and Small Cap lists.The purpose is to analyze whether there is a statistical significance between operationalgender diversity and financial performance as well as firm volatility. READ MORE

  3. 2. Mimicking Claimed Alpha Generating Strategies

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Patric Torén; [2023]
    Keywords : Momentum Strategy Mark Minervini Volume Excess return Nordic Market;

    Abstract : This research paper focuses on the implementation and evaluation of Minervini's momentum analysis techniques in an algorithmic approach. The study aimed to assess the limitations and challenges associated with executing Minervini's strategy in an algorithmic trading system. READ MORE

  4. 3. High-Frequency Market Reactions to Unscheduled Stock-Speci c News- An Empirical Analysis of the Intraday Market Dynamics of the Stockholm Stock Exchange

    University essay from Göteborgs universitet/Graduate School

    Author : Olle Ekesryd; Tom Carlson; [2022-06-29]
    Keywords : unscheduled news; intraday; e cient market hypothesis; high-frequency trading; sentiment analysis;

    Abstract : This study examines the e ect of unscheduled stock-speci c news on stock char- acteristics of the Swedish stock market and evaluates the opportunity of con- structing a news trading strategy. It especially focuses on volume and volatility reactions between sixty minutes prior to and after the news releases. READ MORE

  5. 4. On the Value at Risk Forecasting of the Market Risk for Large Portfolios based on Dynamic Factor Models with Multivariate GARCH Specifications

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Axel Eurenius Larsson; [2022]
    Keywords : Dynamic factor model; Value at Risk; Forecasting; Conditional Correlation GARCH.;

    Abstract : Market risk is the risk of capital loss due to unexpected changes in market prices. One risk measure used to estimate market risk is Value at Risk (VaR). The common historical simulation methodology of VaR forecasting usually does not capture the time-varying volatilities associated with financial data. READ MORE

  6. 5. ESG and Stock Prices

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Soroor Mansouryar; Isabella Larsson; Veronica Larsson; [2022]
    Keywords : Corporate Social Responsibility; ESG; Volatility; Efficient-Market Hypothesis; Stock Valuation; Business and Economics;

    Abstract : This paper examines the relationship between positive change in ESG scores and instantaneous stock price volatility as well as the direction of price change. For this purpose, a sample of 536 large- and medium cap companies within the EU market were selected and classified into three groups of excellent, good and poor-satisfactory performance based on their ESG scores. READ MORE